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stat.ME2025
Nonparametric Envelopes for Flexible Response Reduction
Tate Jacobson
Envelope methods improve the estimation efficiency in multivariate linear regression by identifying and separating the material and immaterial parts of the responses or the predict…
stat.ME2025
Envelope-Guided Regularization for Improved Prediction in High-Dimensional Multivariate Regression
Tate Jacobson, Oh-Ran Kwon
Envelope methods perform dimension reduction of predictors or responses in multivariate regression, exploiting the relationship between them to improve estimation efficiency. While…